V-Lab: Dongwha Pharm Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Dongwha Pharm Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:20.25% (-0.64%)

Analysis last updated: Saturday, May 4, 2024 at 11:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0942	5.27
$α$	0.1042	11.99
$β$	0.8857	82.96
$γ_{1}$	-0.0043	-2.17
$γ_{2}$	0.0059	2.35

Estimation Period:
Jan 3, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts